• Communications of the Korean Mathematical Society
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• v.34 no.2
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• pp.565-572
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• 2019

In this paper, we consider a Korteweg-de Vries equation in noncylindrical domain. This work is devoted to prove existence and uniqueness of global solutions employing Faedo-Galerkin's approximation and transformation of the noncylindrical domain with moving boundary into cylindrical one. Moreover, we estimate the exponential decay of solutions in the asymptotically cylindrical domain.

• Kyungpook Mathematical Journal
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• v.62 no.4
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• pp.615-640
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• 2022

In this paper, we investigate a time-dependent double obstacle problem associated with the model of European call option pricing with transaction costs. We prove the existence and uniqueness of a W^2,1_p,loc solution to the problem. We then characterize the behavior of the free boundaries in terms of continuity and values of limit points.

• Nonlinear Functional Analysis and Applications
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• v.29 no.2
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• pp.545-558
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• 2024

In this study, a class of nonlinear boundary fractional Caputo Volterra-Fredholm integro-differential equations (CV-FIDEs) is taken into account. Under specific assumptions about the available data, we firstly demonstrate the existence and uniqueness features of the solution. The Gronwall's inequality, a adequate singular Hölder's inequality, and the fixed point theorem using an a priori estimate procedure. Finally, a case study is provided to highlight the findings.

• Korean Journal of Mathematics
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• v.28 no.1
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• pp.17-30
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• 2020

In this paper, we firstly introduce the class of C^*-algebra valued symmetric spaces and utilize the same to prove our fixed point results. We furnish an example to highlight the utility of our main result. Finally, we apply our result to examine the existence and uniqueness of a solution for a system of Fredholm integral equations.

• Journal of the Korean Mathematical Society
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• v.48 no.3
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• pp.585-597
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• 2011

We prove the existence and uniqueness of classical solutions for a quasilinear delay integrodifferential equation in Banach spaces. The result is established by using the semigroup theory and the Banach fixed point theorem.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1411-1425
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• 2016

We provide a partial differential equation for European options on a stock whose price process follows a general geometric Riemannian Brownian motion. The existence and the uniqueness of solutions to the partial differential equation are investigated, and then an expression of the value for European options is obtained using the fundamental solution technique. Proper Riemannian metrics on the real number field can make the distribution of return rates of the stock induced by our model have the character of leptokurtosis and fat-tail; in addition, they can also explain option pricing bias and implied volatility smile (skew).

• Korean Management Science Review
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• v.26 no.1
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• pp.1-5
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• 2009

I study a solution concept which preserves the nice Nash equilibrium properties of two-person zero-sum games, and define a locally competitive equilibrium which is characterized by a saddle point with respect to the coordinates of strategies. I show that a locally competitive equilibrium shares the properties of uniqueness of equilibrium payoffs, interchangeablity of equilibrium strategies and convexity of the equilibrium set.

• Journal of the Chungcheong Mathematical Society
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• v.33 no.3
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• pp.351-363
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• 2020

We introduce a new concept of Stepanov weighted pseudo almost periodic functions of class r which have been established by recently in [20]. Furthermore, we study the uniqueness and existence of Stepanov weighted pseudo almost periodic mild solutions of partial neutral functional differential equations having the Stepanov pseudo almost periodic forcing terms on finite delay.

• Nonlinear Functional Analysis and Applications
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• v.28 no.2
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• pp.365-382
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• 2023

In this paper we prove the existence and uniqueness of solution of stochastic fractional neutral differential equations with Gaussian noise or Lévy noise by using the Picard-Lindelöf successive approximation scheme. Further stability results of nonlinear stochastic fractional dynamical system with Gaussian and Lévy noises are established. Examples are provided to illustrate the theoretical results.

• Journal of applied mathematics & informatics
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• v.31 no.1_2
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• pp.27-34
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• 2013

In this paper, we consider the Duffing type p-Laplacian equation with multiple deviating arguments of the form $$({\varphi}_p(x^{\prime}(t)))^{\prime}+Cx^{\prime}(t)+go(t,x(t))+\sum_{k=1}^ngk(t,x(t-{\tau}_k(t)))=e(t)$$. By using the coincidence degree theory, we establish new results on the existence and uniqueness of periodic solutions for the above equation. Moreover, an example is given to illustrate the effectiveness of our results.